Robust Risk-Aware Reinforcement Learning
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Cited by:
- Ben Hambly & Renyuan Xu & Huining Yang, 2021. "Recent Advances in Reinforcement Learning in Finance," Papers 2112.04553, arXiv.org, revised Feb 2023.
- Christa Cuchiero & Guido Gazzani & Irene Klein, 2022. "Risk measures under model uncertainty: a Bayesian viewpoint," Papers 2204.07115, arXiv.org.
- Sebastian Jaimungal, 2022. "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, vol. 26(1), pages 103-129, January.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2021-08-30 (Computational Economics)
- NEP-ISF-2021-08-30 (Islamic Finance)
- NEP-RMG-2021-08-30 (Risk Management)
- NEP-UPT-2021-08-30 (Utility Models and Prospect Theory)
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